2 papers
q-fin.MF2026
Liquidation Dynamics in DeFi and the Role of Transaction Fees
Agathe Sadeghi, Zachary Feinstein
Liquidation of collateral are the primary safeguard for solvency of lending protocols in decentralized finance. However, the mechanics of liquidations expose these protocols to pre…
q-fin.MF2024
Statistical Validation of Contagion Centrality in Financial Networks
Agathe Sadeghi, Zachary Feinstein
In this paper, we introduce an impact centrality measure to evaluate shock propagation on financial networks capturing a notion of contagion and systemic risk contributions, permit…